2012年2月
Two-sided random walks conditioned to have no intersections
ELECTRONIC JOURNAL OF PROBABILITY
- 巻
- 17
- 号
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1214/EJP.v17-1742
- 出版者・発行元
- UNIV WASHINGTON, DEPT MATHEMATICS
Let S-1; S-2 be independent simple random walks in Z(d) (d = 2; 3) started at the origin. We construct two-sided random walk paths conditioned that S-1 [0; infinity) boolean AND S-2 [1; infinity) = (sic) by showing the existence of the following limit:
lim(n ->infinity) P (. vertical bar S-1 [0; tau(1) (n)] boolean AND S-2 [1; tau 2 (n)] = (sic)),
where tau(i) (n) = inf {k >= 0 : vertical bar S-i (k)vertical bar >= n}. Moreover, we give upper bounds of the rate of the convergence. These are discrete analogues of results for Brownian motion obtained in [3] and [8].
lim(n ->infinity) P (. vertical bar S-1 [0; tau(1) (n)] boolean AND S-2 [1; tau 2 (n)] = (sic)),
where tau(i) (n) = inf {k >= 0 : vertical bar S-i (k)vertical bar >= n}. Moreover, we give upper bounds of the rate of the convergence. These are discrete analogues of results for Brownian motion obtained in [3] and [8].
- リンク情報
- ID情報
-
- DOI : 10.1214/EJP.v17-1742
- ISSN : 1083-6489
- Web of Science ID : WOS:000301068400001